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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Francq, Christian"
~person:"Gao, Jiti"
~person:"Gungor, Sermin"
~type:"book"
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Share price
Estimation theory
64
Schätztheorie
64
Time series analysis
30
Zeitreihenanalyse
30
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Estimation
19
Schätzung
19
Panel
17
Panel study
17
Regression analysis
16
Regressionsanalyse
16
Cointegration
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Kointegration
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Asymptotic theory
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Asymptotic Theory
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Börsenkurs
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Capital income
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Demand for private health insurance
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Factor analysis
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Faktorenanalyse
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Induktive Statistik
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Kapitaleinkommen
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Method of moments
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Momentenmethode
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Nachfrage
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Neural networks
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Stambaugh, Robert F.
Francq, Christian
Gao, Jiti
Gungor, Sermin
Cheng, Tingting
2
Linton, Oliver
2
Bailey, Natalia
1
Cai, Biqing
1
Forbes, Catherine Scipione
1
Kapetanios, George
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Maneesoonthorn, Worapree
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Martin, Gael M.
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Naik, Narayan Y.
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Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Cambridge working papers in economics
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Staff working paper / Bank of Canada
1
Working paper series / Center for Research in Security Prices
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ECONIS (ZBW)
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Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
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2
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
3
A simple nonlinear predictive model for stock returns
Cai, Biqing
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782256
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